Report NEP-FMK-2010-01-16

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Ricardo Correa & Gustavo A. Suarez, 2009. "Firm volatility and banks: evidence from U.S. banking deregulation," Finance and Economics Discussion Series 2009-46, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:dgr:eureri:1765017525 is not listed on IDEAS anymore

• Damiano Brigo & Andrea Pallavicini & Roberto Torresetti, 2009. "Credit models and the crisis, or: how I learned to stop worrying and love the CDOs," Papers 0912.5427, arXiv.org, revised Feb 2010.
• Tho Dinh NGUYEN, 2010. "Arbitrage Pricing Theory: Evidence from an Emerging Stock Market," Working Papers 03, Development and Policies Research Center (DEPOCEN), Vietnam.
• Yasemin Bal Gunduz, 2009. "Estimating Demand for IMF Financing by Low-Income Countries in Response to Shocks," IMF Working Papers 09/263, International Monetary Fund.
• Guidi, Francesco, 2010. "Modelling and forecasting volatility of East Asian Newly Industrialized Countries and Japan stock markets with non-linear models," MPRA Paper 19851, University Library of Munich, Germany.
• Sasidharan, Anand, 2009. "Structural Changes in India's Stock Markets' Efficiency," MPRA Paper 19501, University Library of Munich, Germany, revised Dec 2009.
• D. Sornette & Zhi-Qiang Jiang & Wei-Xing Zhou & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers CCSS-09-00008, ETH Zurich, Chair of Systems Design.
• Miguel A. Fuentes & Austin Gerig & Javier Vicente, 2009. "Universal Behavior of Extreme Price Movements in Stock Markets," Papers 0912.5448, arXiv.org.
• Guanghui Huang & Jianping Wan, 2009. "Probabilities of Positive Returns and Values of Call Options," Papers 0912.4973, arXiv.org.
• Rama Cont & Amel Bentata, 2010. "Forward equations for option prices in semimartingale models," Papers 1001.1380, arXiv.org, revised Jan 2012.
• Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.